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中国科技论坛  2015, Issue (3): 42-47    
  管理科学与工程 本期目录 | 过刊浏览 | 高级检索 |
财政科技投入周期与经济周期协同性的马尔科夫区制转移模型
潘方卉,李翠霞,樊斌
东北农业大学经济管理学院,黑龙江 哈尔滨 150030
Synchronization between Financial Technology Investment Cycle and Economics Cycle Based on Markov Regime Switching Model
Pan Fanghui,Li Cuixia,Fan Bin
School of Economics and Management,Northeast Agricultural University,Harbin 150030,China
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摘要 基于三阶段马尔科夫区制转移模型,对改革开放以来的财政科技投入周期和经济周期的动态过程进行阶段性变迁识别与协同性分析。研究发现:财政科技投入周期与GDP周期中存在着低速增长、适度增长和高速增长三种区制,并以一定的概率水平相互转化;财政科技投入处于低速增长和高速增长阶段的持续性与波动性强于同一阶段上的GDP,而处于适速增长阶段的持续性和波动性则弱于该阶段上的GDP;20世纪90年代初是财政科技投入周期与GDP周期同步与否的分水岭。在此之前,财政科技投入周期与GDP周期是非协同的,在此之后,先表现出静态协同关系,后呈现出动态协同关系,但是与财政科技投入周期相比,宏观经济周期具有一定的时间滞后性。
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潘方卉
李翠霞
樊斌
关键词 财政科技投入周期经济周期协同性马尔科夫区制转移模型    
Abstract:Based on three-stage Markov regime switching model,regimes identification and synchronization analysis were made to analyze the dynamic process of China's financial technology investment cycle and economic cycle since reform and opening up.The empirical results show that:financial technology investment cycle and GDP cycle contain three stages named low growth,moderate growth and the high growth phase,which switches with probability;financial technology investment has stronger persistence and volatility in the low growth and high growth phase than GDP on the same stage,and has weaker persistence and volatility in the moderate-growth phase than GDP on the same stage;the early 1990's is the watershed to judge if financial technology investment cycle and GDP cycle is synchronized or not.Before this prior,financial technology investment cycle and the GDP cycle is non-synchronized;and after this,financial technology investment cycle and the GDP cycle exhibit static synchronization relationship,and then shows dynamic synchronization relationship,but GDP cycle has a certain time lag compared with financial technology investment cycle
Key wordsFinancial technology investment cycle    Economics cycle    Synchronization    Markov regime switching model
收稿日期: 2014-07-31     
PACS:  F062.3  
基金资助:中国博士后科学基金项目(2013M540267),国家自然基金面上项目(71173035),国家自然基金青年项目(71303039)。
作者简介: 潘方卉(1982-),女,黑龙江克东人,东北农业大学经济管理学院讲师;研究方向:科技政策管理。
引用本文:   
潘方卉,李翠霞,樊斌. 财政科技投入周期与经济周期协同性的马尔科夫区制转移模型[J]. 中国科技论坛, 2015(3): 42-47.
Pan Fanghui,Li Cuixia,Fan Bin. Synchronization between Financial Technology Investment Cycle and Economics Cycle Based on Markov Regime Switching Model. , 2015(3): 42-47.
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